-45.6%
MSTR vs CMS
-1.6%
-44.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -1.5% |
| 7D | -1.2% | -1.3% | +0.1% | -2.0% |
| 30D | -15.9% | +6.3% | -22.3% | -12.9% |
| 3M | +33.1% | -2.1% | +35.2% | +33.0% |
| 6M | -31.0% | -5.1% | -25.9% | -31.4% |
| YTD | -15.1% | +1.3% | -16.4% | -13.9% |
| 1Y | -45.6% | -1.4% | -44.3% | -43.9% |
| All | -45.6% | -1.6% | -44.0% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling